The DefaultStrategy class is a trading strategy that performs backtesting on financial data. It implements the IStrategy interface. Here's a breakdown of what the strategy does:
populate_indicators: This method adds various technical analysis (TA) indicators to the provided DataFrame.
It calculates indicators such as Commodity Channel Index (CCI), Rate of Change (ROC), Relative Strength Index (RSI), Stochastic RSI, Candlestick patterns (e.g., Hammer, Inverted Hammer, Dragonfly Doji), and more.
The indicators are added as additional columns to the DataFrame.
populate_buy_trend: This method populates the "buy" signal for the given DataFrame based on the TA indicators. In this particular strategy, a buy signal is triggered when the RSI value is below 35. The method sets the "buy" column to 1 for the corresponding rows. populate_sell_trend: This method populates the "sell" signal for the given DataFrame based on the TA indicators. In this strategy, a sell signal is triggered when the RSI value crosses above 70. The method sets the "sell" column to 1 for the corresponding rows. Overall, the strategy incorporates a range of TA indicators to generate buy and sell signals based on certain conditions. The indicators and conditions used in this strategy can be customized or adjusted as per the requirements of the backtesting website.